@article{4fcdda2431c84210b9a460db0af17e05,
title = "Analytic approximation to constant maturity swap convexity correction in a multi-factor SABR model",
keywords = "academic journal papers, Vakpubl., Overig wet. > 3 pag",
author = "B Chen and CW Oosterlee and {van Weeren}, S.",
year = "2010",
doi = "doi:10.1142/S0219024910006091",
language = "English",
volume = "13",
pages = "1019--1046",
journal = "International Journal of Theoretical and Applied Finance",
issn = "0219-0249",
publisher = "World Scientific Publishing",
number = "7",
}